Published December 2008
| Version v1
Journal article
Sharp errors for point-wise Poisson approximations in mixing processes
Creators
- 1. IMECC, Universidade Estadual de Campinas, Pça Sérgio Buarque de Holanda 651 Cid. Univ. CP 6065, Cep. 13083-859, Campinas SP (Brazil)
- 2. Université d'Evry Val d'Essonne, Département de Mathématiques, Laboratoire Statistique et Génome, 91 000 Evry (France)
Description
We describe the statistics of the number of occurrences of a string of symbols in a stochastic process: taking a string A of length n, we prove that the number of visits to A up to time t, denoted by Nt, has approximately a Poisson distribution. We provide a sharp error for this approximation. In contrast to previous works which present uniform error terms based on the total variation distance, our error is point-wise. As a byproduct we obtain that all the moments of Nt are finite. Moreover, we obtain explicit approximations for all of them. Our result holds for processes that verify the φ-mixing condition. The error term is explicitly expressed as a function of the rate function φ and is easily computable
Availability note (English)
Available from http://dx.doi.org/10.1088/0951-7715/21/12/008Additional details
Identifiers
- DOI
- 10.1088/0951-7715/21/12/008;
- PII
- S0951-7715(08)73397-8;
Publishing Information
- Journal Title
- Nonlinearity (Print)
- Journal Volume
- 21
- Journal Issue
- 12
- Journal Page Range
- p. 2871-2885
- ISSN
- 0951-7715
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 44095767
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- APPROXIMATIONS; DISTRIBUTION; MIXING; STATISTICS; STOCHASTIC PROCESSES
- Descriptors DEC
- CALCULATION METHODS; MATHEMATICS